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Livermore
Livermore
ZHEN

Quantitative Investment Management, LLC

SEC CIK
0001445911
Latest filing
Aug 14, 2026

Holdings in Q4 2022

Holdings as of Dec 31, 2022, filed Feb 14, 2023. Long positions only; changes compare share counts with Q3 2022.

Institution overview
Positions
206
−59 vs. Q3 2022
Portfolio value
$525.9M
−$76.3M (−12.7%) vs. Q3 2022
Filed
Feb 14, 2023
SEC
Holdings of Quantitative Investment Management, LLC in Q4 2022
SecurityClassSharesValue% of portfolioShare changeActionHistory
State Street Financial Select Sector SPDR ETF81369Y605ETF1,001,957$34.3M6.5%+950,039+1,829.9%Added–
TSLATesla, Inc.Stock223,973$27.6M5.2%+223,973NewHistory
State Street Industrial Select Sector SPDR ETF81369Y704ETF211,639$20.8M4.0%+33,323+18.7%Added–
AMZNAmazon Com IncStock245,332$20.6M3.9%+103,604+73.1%AddedHistory
GOOGLAlphabet Inc.Stock225,923$19.9M3.8%+169,580+301.0%AddedHistory
State Street Materials Select Sector SPDR ETF81369Y100ETF256,128$19.9M3.8%+256,128New–
AMGNAmgen IncStock73,279$19.2M3.7%+73,279NewHistory
State Street Consumer Discretionary Select Sector SPDR ETF81369Y407ETF136,908$17.7M3.4%+51,107+59.6%Added–
VanEck Semiconductor ETF92189F676ETF78,591$15.9M3.0%−11,009−12.3%Reduced–
State Street Technology Select Sector SPDR ETF81369Y803ETF89,382$11.1M2.1%−26,493−22.9%Reduced–
iShares Tr464287739U.S. REAL ES ETF127,870$10.8M2.0%+53,980+73.1%Added–
WMTWalmart Inc.Stock72,428$10.3M2.0%+72,428NewHistory
Vanguard Ftse Emerging Markets ETF922042858ETF236,787$9.23M1.8%+236,787New–
Vanguard Real Estate ETF922908553ETF108,934$8.98M1.7%+41,984+62.7%Added–
TSMTaiwan Semiconductor Manufacturing Co LtdADR115,738$8.62M1.6%+56,270+94.6%AddedHistory
VZVerizon Communications IncStock187,232$7.38M1.4%−299,679−61.5%ReducedHistory
JPMJPMorgan Chase & CoStock52,675$7.06M1.3%+39,179+290.3%AddedHistory
iShares Inc46434G772MSCI TAIWAN ETF169,764$6.82M1.3%+103,011+154.3%Added–
iShares Inc46434G822MSCI JAPAN ETF124,455$6.78M1.3%+11,607+10.3%Added–
GSGoldman Sachs Group IncStock19,634$6.74M1.3%+11,316+136.0%AddedHistory
iShares Semiconductor ETF464287523ETF18,548$6.45M1.2%−5,049−21.4%Reduced–
GEGeneral Electric CoStock76,984$6.45M1.2%+52,264+211.4%AddedHistory
SPDR Series Trust78464A714ST STR SP RETAIL104,454$6.31M1.2%−62,051−37.3%Reduced–
INTCIntel CorpStock230,544$6.09M1.2%−206,112−47.2%ReducedHistory
Vanguard Ftse Developed Markets ETF921943858ETF136,350$5.72M1.1%−32,047−19.0%Reduced–
METAMeta Platforms, Inc.Stock38,145$4.59M0.9%−89,383−70.1%ReducedHistory
WBAWalgreens Boots Alliance, Inc.COM121,014$4.52M0.9%+102,281+546.0%AddedHistory
IBMInternational Business Machines CorpStock31,807$4.48M0.9%+31,807NewHistory
iShares Inc464286822MSCI MEXICO ETF83,457$4.13M0.8%+83,457New–
MMM3M CoStock31,944$3.83M0.7%−5,079−13.7%ReducedHistory
HONHoneywell International IncCOM15,871$3.40M0.6%+3,308+26.3%AddedHistory
FANGDiamondback Energy, Inc.Stock24,821$3.40M0.6%+24,821NewHistory
SPDR Series Trust78464A755ST STR SP METAL67,598$3.37M0.6%+67,598New–
CSCOCisco Systems, Inc.Stock67,149$3.20M0.6%+67,149NewHistory
iShares Inc464286509MSCI CDA ETF93,879$3.07M0.6%+93,879New–
VanEck ETF Trust92189F791JUNIOR GOLD MINE85,788$3.06M0.6%+48,554+130.4%Added–
BIIBBiogen Inc.COM10,611$2.94M0.6%+10,611NewHistory
AMATApplied Materials IncStock30,056$2.93M0.6%−19,489−39.3%ReducedHistory
LRCXLam Research CorpCOM6,831$2.87M0.5%−8,212−54.6%ReducedHistory
U.S. Global Jets ETF26922A842ETF165,090$2.82M0.5%+3,325+2.1%Added–
DISWalt Disney CoStock32,400$2.81M0.5%−32,190−49.8%ReducedHistory
CHTRCharter Communications, Inc.CL A8,197$2.78M0.5%−16,512−66.8%ReducedHistory
TXNTexas Instruments IncStock16,290$2.69M0.5%−11,670−41.7%ReducedHistory
TAT&T Inc.Stock143,121$2.63M0.5%−772,281−84.4%ReducedHistory
PSXPhillips 66Stock24,188$2.52M0.5%+24,188NewHistory
GNRCGenerac Holdings Inc.Stock24,878$2.50M0.5%+23,131+1,324.0%AddedHistory
Vanguard Information Technology ETF92204A702ETF7,525$2.40M0.5%−1,835−19.6%Reduced–
BMRNBiomarin Pharmaceutical IncCOM23,163$2.40M0.5%+18,854+437.5%AddedHistory
Vanguard Ftse All-World Ex-US Index Fund922042775ETF45,753$2.29M0.4%+13,895+43.6%Added–
SPGIS&P Global Inc.Stock6,825$2.29M0.4%+302+4.6%AddedHistory
ALBAlbemarle CorpStock10,298$2.23M0.4%+10,298NewHistory
CCLCarnival Corp Ltd.UNIT 99/99/9999275,545$2.22M0.4%+228,035+480.0%AddedHistory
XUnited States Steel CorpCOM88,450$2.21M0.4%+88,450NewHistory
USBUS Bancorp DECOM NEW49,317$2.15M0.4%+49,317NewHistory
BBYBest Buy Co IncStock26,775$2.15M0.4%+12,721+90.5%AddedHistory
METMetlife IncStock29,146$2.11M0.4%+29,146NewHistory
iShares Inc464286103MSCI AUST ETF89,083$1.98M0.4%+89,083New–
iShares Inc464286608MSCI EURZONE ETF49,209$1.94M0.4%−13,477−21.5%Reduced–
iShares Inc464286772MSCI STH KOR ETF32,796$1.85M0.4%−33,653−50.6%Reduced–
LINLinde PLCSHS5,642$1.84M0.3%+3,883+220.8%AddedHistory
MDTMedtronic plcStock23,321$1.81M0.3%+23,321NewHistory
Schwab International Equity ETF808524805ETF55,824$1.80M0.3%−46,491−45.4%Reduced–
QCOMQualcomm IncStock16,302$1.79M0.3%−8,048−33.1%ReducedHistory
ZTSZoetis Inc.Stock12,192$1.79M0.3%−3,611−22.9%ReducedHistory
iShares Tr464287515EXPANDED TECH6,663$1.70M0.3%−15,498−69.9%Reduced–
Signature BK New York N Y82669G104COM14,001$1.61M0.3%+8,789+168.6%Added–
MCHPMicrochip Technology IncStock22,866$1.61M0.3%−5,632−19.8%ReducedHistory
iShares Inc464286806MSCI GERMANY ETF64,416$1.59M0.3%−24,709−27.7%Reduced–
BAXBaxter International IncStock30,674$1.56M0.3%+1,538+5.3%AddedHistory
EQIXEquinix IncCOM2,336$1.53M0.3%+2,336NewHistory
SPDR Index Shs FDS78463X202ST STR EU 50 ETF39,337$1.52M0.3%−2,930−6.9%Reduced–
iShares Tr464287192US TRSPRTION6,812$1.45M0.3%+3,827+128.2%Added–
APTVAptiv PLCSHS15,518$1.45M0.3%−735−4.5%ReducedHistory
ASMLASML Holding NVADR2,630$1.44M0.3%−3,167−54.6%ReducedHistory
Paramount Global92556H206CL B84,829$1.43M0.3%+84,829New–
Vanguard Intl Equity Index F922042874FTSE EUROPE ETF25,448$1.41M0.3%−28,269−52.6%Reduced–
SIVBSVB Financial GroupCOM6,039$1.39M0.3%+876+17.0%AddedHistory
SYFSynchrony FinancialCOM41,043$1.35M0.3%−39,904−49.3%ReducedHistory
iShares MSCI Acwi Ex U.S. ETF464288240ETF29,367$1.34M0.3%+9,599+48.6%Added–
GAPGap IncCOM117,817$1.33M0.3%+46,518+65.2%AddedHistory
GGBGerdau S.A.SPON ADR REP PFD237,791$1.32M0.3%+237,791NewHistory
NCLHNorwegian Cruise Line Holdings Ltd.SHS107,676$1.32M0.3%+42,811+66.0%AddedHistory
JCIJohnson Controls International plcStock20,406$1.30M0.2%+20,406NewHistory
ALLYAlly Financial Inc.Stock51,243$1.25M0.2%+4,803+10.3%AddedHistory
CVXChevron CorpStock6,937$1.25M0.2%+6,937NewHistory
ULTAUlta Beauty, Inc.Stock2,646$1.24M0.2%+2,646NewHistory
Invesco Exch Traded FD Tr II46138E628KBW BK ETF23,892$1.23M0.2%+12,813+115.7%Added–
AEOAmerican Eagle Outfitters IncCOM84,655$1.18M0.2%+70,248+487.6%AddedHistory
PHParker-Hannifin CorpStock4,039$1.18M0.2%−3,715−47.9%ReducedHistory
BKNGBooking Holdings Inc.Stock582$1.17M0.2%−238−29.0%ReducedHistory
EWEdwards Lifesciences CorpStock14,572$1.09M0.2%+5,270+56.7%AddedHistory
LUMNLumen Technologies, Inc.Stock206,751$1.08M0.2%+206,751NewHistory
INCYIncyte CorpCOM13,438$1.08M0.2%+13,438NewHistory
ETNEaton Corp plcStock6,763$1.06M0.2%+1,294+23.7%AddedHistory
Vanguard Financials ETF92204A405ETF12,625$1.04M0.2%+12,625New–
PRUPrudential Financial IncStock10,440$1.04M0.2%+10,440NewHistory
SHWSherwin Williams CoCOM4,353$1.03M0.2%−1,502−25.7%ReducedHistory
AVBAvalonbay Communities IncCOM6,339$1.02M0.2%+6,339NewHistory
BALLBALL CorpCOM19,469$995.0K0.2%−7,008−26.5%ReducedHistory
DLRDigital Realty Trust, Inc.COM9,905$993.0K0.2%+9,905NewHistory

Sold out since Q3 2022 (145)

Positions held at the end of Q3 2022 that are gone from this filing.

The largest 100 of 145 by value last quarter.

Positions of Quantitative Investment Management, LLC sold out since Q3 2022
SecurityClassShares in Q3 2022Value in Q3 2022% of portfolio in Q3 2022History
GLDSPDR Gold TrustETF162,977$25.2M4.2%History
State Street Consumer Staples Select Sector SPDR ETF81369Y308ETF322,326$21.5M3.6%–
State Street SPDR S&P Biotech ETF78464A870ETF210,670$16.7M2.8%–
BABoeing CoStock108,288$13.1M2.2%History
CMCSAComcast CorpStock361,509$10.6M1.8%History
NEMNEWMONT CorpStock148,463$6.24M1.0%History
State Street SPDR S&P Regional Banking ETF78464A698ETF85,033$5.01M0.8%–
VanEck ETF Trust92189F106GOLD MINERS ETF205,368$4.95M0.8%–
iShares Tr464288752US HOME CONS ETF83,371$4.34M0.7%–
FFord Motor CoStock360,508$4.04M0.7%History
SHOPShopify Inc.Stock140,851$3.79M0.6%History
MELIMercadolibre IncCOM3,946$3.27M0.5%History
FISVFiserv IncStock34,000$3.18M0.5%History
ADPAutomatic Data Processing IncStock13,448$3.04M0.5%History
iShares Tr464287556ISHARES BIOTECH25,485$2.98M0.5%–
SBUXStarbucks CorpStock35,031$2.95M0.5%History
PGProcter & Gamble CoStock22,590$2.85M0.5%History
ADSKAutodesk, Inc.COM14,985$2.80M0.5%History
PLUGPlug Power IncStock125,003$2.63M0.4%History
TJXTJX Companies IncStock41,211$2.56M0.4%History
MSMorgan StanleyStock31,196$2.46M0.4%History
ORealty Income CorpREIT42,295$2.46M0.4%History
CLColgate Palmolive CoStock34,895$2.45M0.4%History
DEDeere & CoStock7,117$2.38M0.4%History
DHRDanaher CorpStock9,191$2.37M0.4%History
PBRPetrobras - Petroleo Brasileiro SASPONSORED ADR190,761$2.35M0.4%History
SNPSSynopsys IncCOM7,624$2.33M0.4%History
MDLZMondelez International, Inc.Stock42,088$2.31M0.4%History
WDAYWorkday, Inc.CL A14,581$2.22M0.4%History
BLKBlackRock, Inc.COM4,030$2.22M0.4%History
NOWServiceNow, Inc.Stock5,675$2.14M0.4%History
LENLennar CorpCL A27,703$2.06M0.3%History
AALAmerican Airlines Group Inc.Stock170,875$2.06M0.3%History
SWKStanley Black & Decker, Inc.COM27,123$2.04M0.3%History
KDPKeurig Dr Pepper Inc.COM55,764$2.00M0.3%History
LULUlululemon athletica inc.Stock6,907$1.93M0.3%History
NKENIKE, Inc.Stock23,012$1.91M0.3%History
HUBSHubSpot IncCOM7,024$1.90M0.3%History
GILDGilead Sciences, Inc.Stock30,468$1.88M0.3%History
SPGSimon Property Group Inc.REIT20,438$1.83M0.3%History
Invesco Exch Traded FD Tr II46138E354S&P500 LOW VOL29,797$1.72M0.3%–
APDAir Products & Chemicals, Inc.Stock7,250$1.69M0.3%History
MPWRMonolithic Power Systems, Inc.COM4,576$1.66M0.3%History
WSMWilliams Sonoma IncCOM13,070$1.54M0.3%History
ACNAccenture plcStock5,814$1.50M0.2%History
ISRGIntuitive Surgical IncCOM NEW7,834$1.47M0.2%History
TEVATeva Pharmaceutical Industries LtdSPONSORED ADS178,831$1.44M0.2%History
TDGTransDigm Group INCCOM2,683$1.41M0.2%History
ELEstee Lauder Companies IncCL A6,393$1.38M0.2%History
CSXCSX CorpStock50,601$1.35M0.2%History
ETSYEtsy IncCOM13,273$1.33M0.2%History
CRMSalesforce, Inc.Stock9,145$1.31M0.2%History
PAYCPaycom Software, Inc.Stock3,931$1.30M0.2%History
KSSKOHLS CorpStock51,365$1.29M0.2%History
LVSLas Vegas Sands CorpCOM33,385$1.25M0.2%History
First Trust Dow Jones Internet Index Fund33733E302ETF9,868$1.25M0.2%–
BURLBurlington Stores, Inc.COM11,028$1.23M0.2%History
INTUIntuit Inc.Stock3,073$1.19M0.2%History
AESAES CorpStock51,031$1.15M0.2%History
PEPPepsiCo IncStock6,936$1.13M0.2%History
DHIHorton D R IncCOM16,373$1.10M0.2%History
TGTTarget CorpStock7,293$1.08M0.2%History
VEEVVeeva Systems IncStock6,534$1.08M0.2%History
MSFTMicrosoft CorpStock4,353$1.01M0.2%History
CMGChipotle Mexican Grill IncCOM671$1.01M0.2%History
iShares Tr464288877EAFE VALUE ETF25,858$996.0K0.2%–
RHRHCOM4,019$988.0K0.2%History
IFFInternational Flavors & Fragrances IncCOM10,764$977.0K0.2%History
CDNSCadence Design Systems IncStock5,936$970.0K0.2%History
DALDelta Air Lines, Inc.COM NEW32,722$918.0K0.2%History
UNPUnion Pacific CorpStock4,584$893.0K0.1%History
FLFoot Locker, Inc.COM26,907$837.0K0.1%History
ROKRockwell Automation, IncStock3,826$823.0K0.1%History
PNCPNC Financial Services Group, Inc.Stock5,436$812.0K0.1%History
AMDAdvanced Micro Devices IncStock12,018$761.0K0.1%History
PHMPultegroup IncCOM20,146$755.0K0.1%History
EPAMEPAM Systems, Inc.COM2,049$742.0K0.1%History
CSGPCostar Group, Inc.COM10,306$717.0K0.1%History
WWayfair Inc.CL A21,833$710.0K0.1%History
RGENRepligen CorpCOM3,775$706.0K0.1%History
IBNIcici Bank LtdADR32,870$689.0K0.1%History
WIXWix.com Ltd.SHS8,588$671.0K0.1%History
MRVLMarvell Technology, Inc.COM15,478$664.0K0.1%History
Sunpower Corp867652406COM28,655$660.0K0.1%–
EFXEquifax IncCOM3,795$650.0K0.1%History
PENNPENN Entertainment, Inc.COM23,116$635.0K0.1%History
FICOFair Isaac CorpCOM1,539$634.0K0.1%History
MSCIMSCI Inc.Stock1,460$615.0K0.1%History
DECKDeckers Outdoor CorpCOM1,928$602.0K0.1%History
APHAmphenol CorpCL A8,847$592.0K0.1%History
HBANHuntington Bancshares IncCOM44,814$590.0K0.1%History
FIVEFive Below, IncCOM4,290$590.0K0.1%History
HUMHumana IncStock1,171$568.0K0.1%History
MGMMGM Resorts InternationalStock17,620$523.0K0.1%History
IDXXIDEXX Laboratories IncCOM1,573$512.0K0.1%History
ECLEcolab Inc.Stock3,510$506.0K0.1%History
GLWCorning IncCOM15,938$462.0K0.1%History
EBAYeBay IncCOM12,254$451.0K0.1%History
MLMMartin Marietta Materials IncCOM1,402$451.0K0.1%History
SWKSSkyworks Solutions, Inc.Stock5,234$446.0K0.1%History